+189.5%
LQD vs CRS
+5,626.5%
-5,437.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -0.2% | -18.1% | +17.9% | +0.2% |
| 3M | -1.7% | -12.4% | +10.7% | -1.4% |
| 6M | -2.7% | +15.9% | -18.6% | -3.1% |
| YTD | -1.4% | +45.8% | -47.3% | -2.4% |
| 1Y | -1.0% | +87.8% | -88.7% | -2.5% |
| 3Y | +15.1% | +648.7% | -633.7% | +9.5% |
| 5Y | -5.2% | +1,416.6% | -1,421.8% | -11.5% |
| 10Y | +23.3% | +1,412.7% | -1,389.4% | +13.3% |
| All | +189.5% | +5,626.5% | -5,437.0% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling